+377.4%
VT vs CAG
+81.5%
+296.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.4% | -3.8% | +4.2% | +1.4% |
| 30D | +1.0% | +3.1% | -2.2% | 0.0% |
| 3M | +2.4% | +23.5% | -21.1% | -3.9% |
| 6M | +12.0% | -14.8% | +26.8% | +16.1% |
| YTD | +15.3% | -5.4% | +20.8% | +15.6% |
| 1Y | +22.6% | -11.8% | +34.4% | +25.0% |
| 3Y | +74.7% | -36.7% | +111.3% | +92.7% |
| 5Y | +66.1% | -40.3% | +106.4% | +84.2% |
| 10Y | +225.0% | -37.0% | +262.0% | +229.7% |
| All | +377.4% | +81.5% | +296.0% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling